+1,358.1%
FTNT vs ZS
+488.9%
+869.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +2.5% |
| 7D | -2.7% | -9.2% | +6.5% | +0.8% |
| 30D | -1.4% | -4.0% | +2.6% | +0.1% |
| 3M | +10.1% | +25.3% | -15.2% | +0.8% |
| 6M | +88.2% | -1.3% | +89.5% | +82.4% |
| YTD | +98.3% | -28.0% | +126.3% | +113.9% |
| 1Y | +96.0% | -42.5% | +138.4% | +128.2% |
| 3Y | +145.8% | +0.7% | +145.1% | +126.2% |
| 5Y | +154.6% | -42.3% | +196.9% | +167.2% |
| All | +1,358.1% | +488.9% | +869.2% | +730.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling